MFQTX vs. SCHG
Compare and contrast key facts about AMG Veritas Global Focus Fund (MFQTX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
MFQTX is managed by AMG. It was launched on Dec 18, 2000. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
MFQTX vs. SCHG - Performance Comparison
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MFQTX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | -12.63% | -1.59% | 23.14% | 22.81% | -21.08% | -48.86% | 8.44% | 28.37% | -3.66% | 18.28% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, MFQTX achieves a -12.63% return, which is significantly lower than SCHG's -10.59% return. Over the past 10 years, MFQTX has underperformed SCHG with an annualized return of -1.06%, while SCHG has yielded a comparatively higher 16.83% annualized return.
MFQTX
- 1D
- 0.69%
- 1M
- -10.43%
- YTD
- -12.63%
- 6M
- -20.22%
- 1Y
- -15.66%
- 3Y*
- 5.19%
- 5Y*
- -13.12%
- 10Y*
- -1.06%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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MFQTX vs. SCHG - Expense Ratio Comparison
MFQTX has a 0.88% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
MFQTX vs. SCHG — Risk / Return Rank
MFQTX
SCHG
MFQTX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Focus Fund (MFQTX) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MFQTX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.88 | 0.75 | -1.63 |
Sortino ratioReturn per unit of downside risk | -1.05 | 1.23 | -2.29 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.17 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.75 | 1.03 | -1.78 |
Martin ratioReturn relative to average drawdown | -2.17 | 3.54 | -5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFQTX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | 0.75 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.57 | -0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.79 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.79 | -0.64 |
Correlation
The correlation between MFQTX and SCHG is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MFQTX vs. SCHG - Dividend Comparison
MFQTX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | 0.00% | 0.00% | 18.87% | 2.45% | 5.59% | 7.22% | 1.67% | 0.72% | 1.95% | 0.47% | 1.19% | 0.57% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
MFQTX vs. SCHG - Drawdown Comparison
The maximum MFQTX drawdown since its inception was -67.09%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MFQTX and SCHG.
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Drawdown Indicators
| MFQTX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.09% | -34.59% | -32.50% |
Max Drawdown (1Y)Largest decline over 1 year | -23.00% | -16.41% | -6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -67.09% | -34.59% | -32.50% |
Max Drawdown (10Y)Largest decline over 10 years | -67.09% | -34.59% | -32.50% |
Current DrawdownCurrent decline from peak | -53.95% | -13.34% | -40.61% |
Average DrawdownAverage peak-to-trough decline | -19.05% | -5.22% | -13.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 4.78% | +3.16% |
Volatility
MFQTX vs. SCHG - Volatility Comparison
The current volatility for AMG Veritas Global Focus Fund (MFQTX) is 4.63%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that MFQTX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFQTX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 6.67% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 12.51% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 22.43% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.23% | 22.32% | +8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 21.51% | +4.51% |